University of Sydney Handbooks - 2019 Archive

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Quantitative Finance

The Quantitative Finance specialisation is designed for students who want to apply quantitative methods of analysis within a financial context. The specialisation introduces many of the theoretical and analytical tools that are important in modern finance. Students learn techniques for analysing financial data and the skills needed to build and use models for financial forecasting and decision making. There is an emphasis on spreadsheet methods that can be applied in practice.

Requirements for a Quantitative Finance specialisation

To achieve a specialisation in Quantitative Finance within the Master of Commerce, students must complete 36 credit points in units of study comprising:

  • 12 credit points in foundational units of study;
  • 12 credit points in compulsory units of study; and
  • 12 credit points in elective units of study.

A sample pathway for the Quantitative Finance specialisation (spread over two years of the Master of Commerce degree) is listed below.

Year Session Units of study
First Semester 1 Foundational: FINC5001 Capital Markets and Corporate Finance Foundational: Quantitative Methods for Business
Semester 2 Compulsory: FINC6000 Quantitative Finance and Derivatives
Second Semester 1 Compulsory: QBUS6830 Financial Time Series and Forecasting Elective for specialisation
Semester 2 Elective for specialisation

Please Note. This sample progression is meant as an example only. Depending on unit prerequisites, students may be able to complete these units in a different sequence to that displayed in the table above.

For details of the foundational, compulsory and elective units of study required for the specialisation please refer to the Quantitative Finance section of the Table of postgraduate units of study: Commerce in this handbook.

Further information

For further information regarding study in quantitative finance in the Commerce coursework programs, please contact the Postgraduate Discipline Coordinator for the Discipline of Finance.